MXBPX vs. MXLGX
Compare and contrast key facts about Great-West Moderately Aggressive Profile Fund (MXBPX) and Great-West Large Cap Growth Fund (MXLGX).
MXBPX is managed by Great-West. It was launched on Sep 15, 1999. MXLGX is managed by Great-West. It was launched on May 21, 2003.
Performance
MXBPX vs. MXLGX - Performance Comparison
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MXBPX vs. MXLGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXBPX Great-West Moderately Aggressive Profile Fund | -0.27% | 13.78% | 9.00% | 13.96% | -13.04% | 14.39% | 11.44% | 20.91% | -8.67% | 13.52% |
MXLGX Great-West Large Cap Growth Fund | -8.64% | 13.93% | 25.30% | 33.43% | -34.08% | 41.30% | 40.72% | 36.20% | -0.47% | 28.82% |
Returns By Period
In the year-to-date period, MXBPX achieves a -0.27% return, which is significantly higher than MXLGX's -8.64% return. Over the past 10 years, MXBPX has underperformed MXLGX with an annualized return of 6.91%, while MXLGX has yielded a comparatively higher 14.58% annualized return.
MXBPX
- 1D
- 1.92%
- 1M
- -4.74%
- YTD
- -0.27%
- 6M
- 1.69%
- 1Y
- 12.35%
- 3Y*
- 10.62%
- 5Y*
- 5.80%
- 10Y*
- 6.91%
MXLGX
- 1D
- 3.14%
- 1M
- -4.90%
- YTD
- -8.64%
- 6M
- -9.01%
- 1Y
- 10.97%
- 3Y*
- 16.96%
- 5Y*
- 9.76%
- 10Y*
- 14.58%
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MXBPX vs. MXLGX - Expense Ratio Comparison
MXBPX has a 0.42% expense ratio, which is lower than MXLGX's 1.00% expense ratio.
Return for Risk
MXBPX vs. MXLGX — Risk / Return Rank
MXBPX
MXLGX
MXBPX vs. MXLGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Moderately Aggressive Profile Fund (MXBPX) and Great-West Large Cap Growth Fund (MXLGX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| MXBPX | MXLGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 0.56 | +0.36 |
Sortino ratioReturn per unit of downside risk | 1.36 | 0.99 | +0.37 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.14 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 0.75 | +0.61 |
Martin ratioReturn relative to average drawdown | 5.32 | 2.29 | +3.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MXBPX | MXLGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 0.56 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.45 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.63 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.23 | -0.13 |
Correlation
The correlation between MXBPX and MXLGX is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
MXBPX vs. MXLGX - Dividend Comparison
MXBPX's dividend yield for the trailing twelve months is around 5.94%, less than MXLGX's 14.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXBPX Great-West Moderately Aggressive Profile Fund | 5.94% | 5.92% | 6.18% | 5.45% | 9.89% | 9.76% | 8.52% | 11.28% | 12.07% | 4.47% |
MXLGX Great-West Large Cap Growth Fund | 14.12% | 12.90% | 9.72% | 2.95% | 9.29% | 21.33% | 30.57% | 17.96% | 25.47% | 5.25% |
Drawdowns
MXBPX vs. MXLGX - Drawdown Comparison
The maximum MXBPX drawdown since its inception was -55.80%, smaller than the maximum MXLGX drawdown of -62.98%. Use the drawdown chart below to compare losses from any high point for MXBPX and MXLGX.
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Drawdown Indicators
| MXBPX | MXLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.80% | -62.98% | +7.18% |
Max Drawdown (1Y)Largest decline over 1 year | -9.21% | -14.95% | +5.74% |
Max Drawdown (5Y)Largest decline over 5 years | -25.51% | -38.07% | +12.56% |
Max Drawdown (10Y)Largest decline over 10 years | -28.63% | -38.07% | +9.44% |
Current DrawdownCurrent decline from peak | -5.34% | -12.28% | +6.94% |
Average DrawdownAverage peak-to-trough decline | -21.11% | -25.98% | +4.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | 4.89% | -2.54% |
Volatility
MXBPX vs. MXLGX - Volatility Comparison
The current volatility for Great-West Moderately Aggressive Profile Fund (MXBPX) is 4.26%, while Great-West Large Cap Growth Fund (MXLGX) has a volatility of 6.00%. This indicates that MXBPX experiences smaller price fluctuations and is considered to be less risky than MXLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXBPX | MXLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 6.00% | -1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 8.20% | 11.40% | -3.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.60% | 21.59% | -7.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.42% | 21.88% | -8.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.67% | 23.42% | -9.75% |